Those very few Leica images I have don't contain any preview images, only thumbnails. Add to this, that the thumbnail of the DMR is only 156x102 pixels small - compare this to the M8's 320x240.
When converting it with Adobe's DNG converter, not only a thumbnail but a JPEG preview image too can be added, in medium or full size. Moreover, the size of the file can be reduced a lot by (lossless) compression.